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Definition of Vega - Finance dictionary
        

Vega (See Chapter 29 of the Vernimmen)

The vega can be defined as the rate of change in the derivative of the theoretical value of the option vis-à-vis implied volatility. All other factors being equal, the closer an option is to being in the money (with maximum time value), the greater is the impact of an increase in volatility.

Vega (See Chapter 29 of the Vernimmen)

The vega can be defined as the rate of change in the derivative of the theoretical value of the option vis-à-vis implied volatility. All other factors being equal, the closer an option is to being in the money (with maximum time value), the greater is the impact of an increase in volatility.

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A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Definitions of terms begining with the same letter as "Vega" :

VAR
VBI
VWAP
Value
Value added
Value and financial securities
Value at risk
Value creation
Value drivers
Value of Business in Force
Value stock
Variable costs
Variance
Variance Swap
Vega
Venture capital
Volatility
Volatility - bonds
Volatility - dividends
Volume growth
Volume-weighted average price
Vulture fund

Vega (See Chapter 29 of the Vernimmen)

The vega can be defined as the rate of change in the derivative of the theoretical value of the option vis-à-vis implied volatility. All other factors being equal, the closer an option is to being in the money (with maximum time value), the greater is the impact of an increase in volatility.